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BNP Paribas Call 80 BBY 17.01.202.../  DE000PE89265  /

Frankfurt Zert./BNP
9/17/2024  9:50:34 PM Chg.+0.040 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
1.850EUR +2.21% 1.880
Bid Size: 3,700		 1.890
Ask Size: 3,700		 Best Buy Company 80.00 - 1/17/2025 Call
 

Master data

WKN: PE8926
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Best Buy Company
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.85
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.88
Implied volatility: 0.67
Historic volatility: 0.29
Parity: 0.88
Time value: 0.95
Break-even: 98.30
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.69
Theta: -0.05
Omega: 3.34
Rho: 0.14
 

Quote data

Open: 1.820
High: 1.930
Low: 1.820
Previous Close: 1.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.19%
1 Month  
+94.74%
3 Months  
+16.35%
YTD  
+115.12%
1 Year  
+176.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.710
1M High / 1M Low: 2.030 0.930
6M High / 6M Low: 2.030 0.300
High (YTD): 9/3/2024 2.030
Low (YTD): 5/23/2024 0.300
52W High: 9/3/2024 2.030
52W Low: 5/23/2024 0.300
Avg. price 1W:   1.786
Avg. volume 1W:   0.000
Avg. price 1M:   1.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.992
Avg. volume 6M:   0.000
Avg. price 1Y:   0.813
Avg. volume 1Y:   0.000
Volatility 1M:   294.37%
Volatility 6M:   236.44%
Volatility 1Y:   194.35%
Volatility 3Y:   -